The container doesn't change the streams. (It MAY affect what the available codecs are for you to put into a container, but that's different). If the streams you are giving FCPX perform poorly when remuxed to mp4, they would perform poorly in FCPX in an mkv container if FCPX supported them.
I do a lot of recording of files for import into FCPX. The simple output mode, large file size, indistinguishable quality, is generally suitable for use in FCPX, recorded in mkv and remuxed to mp4.
Depending on various factors, you may need to generate optimized or proxy media to get good performance during editing-- but again, this has no relation to what container you recorded into, only the codec and bitrate you chose.
If you want you could use custom output and set OBS to record prores into an mov container, which would be more or less what FCPX is expecting, although you do then run the risk of lost footage if something happens during recording, since an unfinalized mov or mp4 is generally unrecoverable. It doesn't look like ffmpeg wants to let you put prores streams in a matroska container, unfortunately. YMMV.
